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In practise I normally do either 1 or 2, but 3 is a good check that you have selected a sensible value.
There is a mathematical model that produces this trading rule btw! If you have linear alpha, quadratic risk and trading costs proportional to trade size (eg a fixed bid offer spread) this is the trading rule that results. Can run through the math if there’s demand. Fin.
This is a sort of “folk knowledge” in quant finance. It’s rarely discussed in books/papers because it’s so basic that it’s assumed everyone knows it, so I couldn’t find a good reference for it. Derivation is below.pic.twitter.com/rEcPF114VZ
Nice thing about knowing the derivation is that it’s straightforward to extend it eg other t-cost forms (3/2 or quadratic), multiple assets (sigma becomes a covariance matrix) or introduce constraints on position size or turnover. Most extensions need to be solved numerically.
I think the idea of delta hedging bandwidths for option hedging is similar concept.
a similar approach would be to have a more continuous position size function that non-linearly adjusts size based on signal strength
more wine pics tbh 
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